0.50Open0.45Pre Close18 Volume39 Open Interest130.00Strike Price860.00Turnover27.58%IV9.32%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0855Delta0.0149Gamma336.14Leverage Ratio-0.0299Theta-0.0078Rho-28.75Eff Leverage0.0593Vega